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61.
Regina S. Burachik Rafail N. Gasimov Nergiz A. Ismayilova C. Yalçin. Kaya 《Journal of Global Optimization》2006,34(1):55-78
We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented
Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal
and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the
step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and
an optimal control problem.
*Partially Supported by 2003 UniSA ITEE Small Research Grant Ero2.
Supported by CAPES, Brazil, Grant No. 0664-02/2, during her visit to the School of Mathematics and Statistics, UniSA. 相似文献
62.
全生寅 《数学的实践与认识》2006,36(1):253-256
证明了线性规划的K uhn-Tucker条件蕴含着它的对偶问题,解释了L agrange乘子的意义.进而显示了K-T条件中的互补松驰性与对偶线性规划的互补松紧定理之间的联系. 相似文献
63.
现代优化计算方法在蛋白质结构预测中的应用 总被引:2,自引:1,他引:1
现代优化计算方法在蛋白质结构预测中占有重要地位.简要地介绍了模拟退火算法,遗传算法,人工神经网络和图论算法在蛋白质结构预测中的应用.对国内外近年来应用这些算法,特别是在蛋白质构象搜索问题中,解决蛋白质结构预测的研究作了回顾,并分析、比较了这几种算法的效果和特点. 相似文献
64.
Hadi Mohammadi Bidhandi 《Annals of Operations Research》2006,143(1):237-250
This paper develops a mathematical model for project time compression problems in CPM/PERT type networks. It is noted this
formulation of the problem will be an adequate approximation for solving the time compression problem with any continuous
and non-increasing time-cost curve. The kind of this model is Mixed Integer Linear Program (MILP) with zero-one variables,
and the Benders' decomposition procedure for analyzing this model has been developed. Then this paper proposes a new approach
based on the surrogating method for solving these problems. In addition, the required computer programs have been prepared
by the author to execute the algorithm. An illustrative example solved by the new algorithm, and two methods are compared
by several numerical examples. Computational experience with these data shows the superiority of the new approach. 相似文献
65.
Ivan Kojadinovic 《4OR: A Quarterly Journal of Operations Research》2007,5(2):117-142
The application of multi-attribute utility theory based on the Choquet integral requires the prior identification of a capacity
if the utility scale is unipolar, or of a bi-capacity if the utility scale is bipolar. In order to implement a minimum distance
principle for capacity or bi-capacity approximation or identification, quadratic distances between capacities and bi-capacities
are studied. The proposed approach, consisting in solving a strictly convex quadratic program, has been implemented within
the GNU R kappalab package for capacity and nonadditive integral manipulation. Its application is illustrated on two examples.
相似文献
66.
Valentin Brimkov 《Discrete Applied Mathematics》2007,155(14):1812-1825
We consider the problem of computing the Lovász theta function for circulant graphs Cn,J of degree four with n vertices and chord length J, 2?J?n. We present an algorithm that takes O(J) operations if J is an odd number, and O(n/J) operations if J is even. On the considered class of graphs our algorithm strongly outperforms the known algorithms for theta function computation. We also provide explicit formulas for the important special cases J=2 and J=3. 相似文献
67.
G.J. Zalmai Qing-hong Zhang 《应用数学学报(英文版)》2007,23(2):217-234
In this paper,we discuss a large number of sets of global parametric sufficient optimality condi-tions under various gcneralized (η,ρ)-invexity assumptions for a semi-infinite minmax fractional programmingproblem. 相似文献
68.
Vicky Mak 《Operations Research Letters》2007,35(1):36-44
This paper, using the Unconstrained Shape Matrix Optimization Problem as a test bed, we investigate various aspects of variable aggregation and disaggregation for a class of integer programs that contains binary expansion. We present theoretical and numerical results, and propose an iterative algorithm for exact solutions. 相似文献
69.
Mixed integer programming (MIP) models are extensively usedto aid strategic and tactical decision making in many businesssectors. Solving MIP models is a computationally intensive processand there is a need to develop solution approaches that enablelarger models to be solved within acceptable timeframes. Inthis paper, we describe the implementation of a two-stage parallelbranch and bound (PB & B) algorithm for MIP. In stage 1of the algorithm, a multiple heuristic search is implementedin which a number of alternative search trees are investigatedusing a forest search in the hope of finding a good solutionquickly. In stage 2, the search is reorganized so that the branchesof a chosen tree are investigated in parallel. A new heuristicis introduced, based on a best projection criterion, which evaluatesalternative B & B trees in order to choose one for investigationin stage 2 of the algorithm. The heuristic also serves as away of implementing a quality load balancing scheme for stage2 of the algorithm. The results of experimental investigationsare reported for a range of models taken from the MIPLIB libraryof benchmark problems. 相似文献
70.
Bilevel programming approach applied to the flow shop scheduling problem under fuzziness 总被引:1,自引:0,他引:1
Samir A. Abass 《Computational Management Science》2005,2(4):279-293
This paper presents a fuzzy bilevel programming approach to solve the flow shop scheduling problem. The problem considered
here differs from the standard form in that operators are assigned to the machines and imposing a hierarchy of two decision
makers with fuzzy processing times. The shop owner considered higher level and assigns the jobs to the machines in order to
minimize the flow time while the customer is the lower level and decides on a job schedule in order to minimize the makespan.
In this paper, we use the concepts of tolerance membership function at each level to define a fuzzy decision model for generating
optimal (satisfactory) solution for bilevel flow shop scheduling problem. A solution algorithm for solving this problem is
given.
Mathematics Subject Classification:
90C70, 90B36, 90C99 相似文献